Even carrying it with you can be risky... I was walking home from training once, bumped into a few friends who told me to join them on the way home for a drink, which i happily obliged to. Getting to the door at wetherspoons the bouncer asks me what's in the duffel bag. Now i'm not going to be one to lie and hide things, so i said straight "a disassembled paintball gun".
His face was priceless. According to my friends; my face was priceless too when i had 3 police officers giving me a heavy questioning as to why i had a paintball marker in my bag attempting to go to a pub...
In the end it was all fine, as i was doing nothing illegal. The marker was disassembled and in it's original casing, there was no gas in the chamber or rounds in the breach so i was let off. But potentially, i 'could' have been in a LOT of trouble...
So long story short, it's all about playing it sensibly and by the rules.